+117.0%
IWD vs ABCL
-79.5%
+196.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.2% | -3.2% | +1.7% |
| 7D | +1.3% | +12.4% | -11.2% | +0.5% |
| 30D | +3.6% | -0.4% | +3.9% | +3.4% |
| 3M | +2.3% | +80.4% | -78.0% | -2.0% |
| 6M | +13.0% | +138.5% | -125.5% | +5.6% |
| YTD | +26.2% | +265.5% | -239.3% | +14.0% |
| 1Y | +30.5% | +219.7% | -189.2% | +18.7% |
| 3Y | +86.2% | +209.4% | -123.2% | +64.8% |
| 5Y | +72.9% | -15.0% | +87.9% | +59.0% |
| All | +117.0% | -79.5% | +196.5% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling